+915.1%
MSFT vs SMTC
+333.2%
+581.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.9% |
| 7D | -1.3% | +11.0% | -12.3% | -3.5% |
| 30D | -1.8% | -28.5% | +26.7% | +3.0% |
| 3M | +5.6% | -14.2% | +19.8% | +5.0% |
| 6M | +29.8% | -18.0% | +47.8% | +26.3% |
| YTD | +9.0% | +55.5% | -46.5% | -10.0% |
| 1Y | +4.9% | +69.5% | -64.6% | -15.4% |
| 3Y | +46.2% | +699.7% | -653.4% | -34.8% |
| 5Y | +62.1% | +27.4% | +34.7% | +26.1% |
| All | +915.1% | +333.2% | +581.9% | +418.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling